Some tests for the covariance matrix with fewer observations than the dimension under non-normality

Muni S. Srivastava, Tõnu Kollo, Dietrich von Rosen. Some tests for the covariance matrix with fewer observations than the dimension under non-normality. J. Multivariate Analysis, 102(6):1090-1103, 2011. [doi]

Abstract

Abstract is missing.